BSM Price+Greeks
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SearchLiveeip155:8453Exactvia cdp
MarkHedge_greeksMulti-chainUsdcOptions
Calls · 30d
2↓ 12%
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 30 snapshots so far.
$0.08
Verified settled volume
6 settlements proven x402 by their on-chain EIP-3009 marker.
$0.010
Listed price
As published in the catalog. Always read the live 402 before paying.
2
Calls · 30d
Upstream's own call count for this endpoint, not ours.
2
Unique payers · 30d
Last called 2026-09-14 19:54Z
—
Upstream on-chain volume
Reported by the source catalog.
Paid to
0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8fThe wallet the 402 directs payment to. Its whole payment record — every payer, every chain — is on the merchant page.
Asset 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
Provider
The payTo wallet does not resolve to a registered ERC-8004 agent. That is not a verdict on the service — most of the catalog is unregistered.
Accepts
The payment requirements as published to the catalog. Read the live 402 before paying — a price here is a claim, not a quote.
10000units
on solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · exact scheme
That figure is in the token’s smallest units. Roundhouse does not hold this contract’s decimals, so it is shown as published rather than converted.
- Paid to
- DCi9X5…TkcYr
- Token contract
- EPjFWd…TDt1v
- Payment window
- 5 minutes
0.01USDC≈ $0.01 USD
on Base · exact scheme
Pay 0.01 USDC on Base to 0x34cf…16c8f. The signed payment is good for 5 minutes.
- Paid to
- 0x34cf…16c8f
- USD Coin contract
- 0x8335…02913
- Payment window
- 5 minutes
- As published
- 10000 smallest units
The catalog’s raw entry
[
{
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"extra": {
"feePayer": "CjNFTjvBhbJJd2B5ePPMHRLx1ELZpa8dwQgGL727eKww"
},
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"amount": "10000",
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"maxTimeoutSeconds": 300
},
{
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"amount": "10000",
"scheme": "exact",
"network": "eip155:8453",
"maxTimeoutSeconds": 300
}
]Extensions
{
"bazaar": {
"info": {
"input": {
"body": {
"rate": 0.05,
"spot": 100,
"strike": 100,
"optionType": "call",
"volatility": 0.2,
"timeToExpiry": 1,
"dividendYield": 0
},
"type": "http",
"method": "POST",
"bodyType": "json"
},
"output": {
"type": "json",
"example": {
"model": "black-scholes-merton",
"price": 10.45057562,
"units": {
"rho": "dV/dr per 1.0 absolute rate (not per 1%)",
"vega": "dV/dσ per 1.0 absolute volatility (not per 1%)",
"delta": "dV/dS or dV/dF (share / forward equivalent)",
"gamma": "d²V/dS² or d²V/dF²",
"price": "option value in spot/forward currency units",
"theta": "dV/dT per year (not per day)"
},
"greeks": {
"rho": 53.23248343,
"vega": 37.52403469,
"delta": 0.63683059,
"gamma": 0.01876202,
"theta": -6.41402764
},
"inputs": {
"rate": 0.05,
"spot": 100,
"model": "bsm",
"strike": 100,
"optionType": "call",
"volatility": 0.2,
"optionStyle": "european",
"timeToExpiry": 1,
"dividendYield": 0,
"greekConvention": "raw"
},
"timeline": {
"tauYears": 1,
"yearBasis": "ACT/365.25",
"expiration": "2027-01-01T06:00:00.000Z",
"forwardStart": "2026-01-01T00:00:00.000Z",
"effectiveStart": "2026-01-01T00:00:00.000Z",
"calendarYearsToExpiry": 1
},
"requestId": "00000000-0000-4000-8000-000000000001",
"computedAt": "2026-01-01T00:00:00.000Z",
"optionStyle": "european",
"greeksQuality": "analytic",
"greekConvention": "raw"
}
}
},
"schema": {
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"input"
],
"properties": {
"input": {
"type": "object",
"required": [
"type",
"method",
"bodyType",
"body"
],
"properties": {
"body": {
"required": [
"spot",
"strike",
"rate",
"volatility",
"optionType"
],
"properties": {
"rate": {
"type": "number",
"examples": [
0.03,
0.05
],
"description": "Continuously compounded risk-free rate r (e.g. 0.05 = 5%). For futures-style early exercise set r≈dividendYield."
},
"spot": {
"type": "number",
"examples": [
100,
82.5,
45.5
],
"description": "Underlying price S (> 0). Equity spot OR power/commodity forward mark for the option's window.",
"exclusiveMinimum": 0
},
"strike": {
"type": "number",
"examples": [
100,
50
],
"description": "Strike price K (> 0) in the same units as spot.",
"exclusiveMinimum": 0
},
"treeSteps": {
"type": "integer",
"maximum": 500,
"minimum": 50,
"description": "CRR steps for American (default 200 on single price)."
},
"expiration": {
"type": "string",
"format": "date-time",
"description": "ISO-8601 end of vol/exercise window. Mutually exclusive with timeToExpiry."
},
"optionType": {
"enum": [
"call",
"put"
],
"type": "string",
"description": "Call or put."
},
"volatility": {
"type": "number",
"examples": [
0.15,
0.2,
0.45
],
"description": "Annualized volatility σ as a decimal (> 0). Applies over the vol-accrual window τ.",
"exclusiveMinimum": 0
},
"optionStyle": {
"enum": [
"european",
"american"
],
"type": "string",
"default": "european",
"description": "Exercise style (default \"european\"). American uses CRR binomial with early exercise."
},
"forwardStart": {
"type": "string",
"format": "date-time",
"description": "ISO-8601 start of vol/exercise window. If ≤ now, behaves like plain option to expiration."
},
"timeToExpiry": {
"type": "number",
"minimum": 0,
"examples": [
0.25,
1
],
"description": "Time to expiry T in years (≥ 0). Required unless expiration is set. Mutually exclusive with expiration."
},
"dividendYield": {
"type": "number",
"minimum": 0,
"examples": [
0,
0.02
],
"description": "Continuous dividend / convenience / yield q (≥ 0, default 0)."
}
}
},
"type": {
"type": "string",
"const": "http"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"bodyType": {
"enum": [
"json",
"form-data",
"text"
],
"type": "string"
}
},
"additionalProperties": false
},
"output": {
"type": "object",
"required": [
"type"
],
"properties": {
"type": {
"type": "string"
},
"example": {
"type": "object",
"title": "OptionPriceResponse",
"required": [
"price",
"greeks",
"inputs",
"model",
"optionStyle",
"timeline",
"greeksQuality",
"requestId",
"computedAt"
],
"properties": {
"model": {
"enum": [
"black-scholes-merton",
"binomial-crr-american"
],
"type": "string"
},
"price": {
"type": "number",
"description": "Model option fair value in underlying currency units"
},
"units": {
"type": "object",
"description": "Human/agent readable unit notes for price and Greeks"
},
"greeks": {
"type": "object",
"required": [
"delta",
"gamma",
"vega",
"theta",
"rho"
],
"properties": {
"rho": {
"type": "number",
"description": "∂V/∂r per 1.0 absolute rate"
},
"vega": {
"type": "number",
"description": "∂V/∂σ per 1.0 absolute vol"
},
"delta": {
"type": "number",
"description": "∂V/∂S"
},
"gamma": {
"type": "number",
"description": "∂²V/∂S²"
},
"theta": {
"type": "number",
"description": "∂V/∂T per year"
}
},
"description": "Greeks for hedge construction"
},
"inputs": {
"type": "object",
"description": "Echo of validated request inputs (timeToExpiry may be resolved τ)"
},
"timeline": {
"type": "object",
"description": "Resolved ACT/365.25 window"
},
"requestId": {
"type": "string",
"description": "Correlation id for this call"
},
"treeSteps": {
"type": "integer"
},
"computedAt": {
"type": "string",
"description": "ISO-8601 UTC timestamp of computation"
},
"optionStyle": {
"enum": [
"european",
"american"
],
"type": "string"
},
"greeksQuality": {
"enum": [
"analytic",
"finite-difference"
],
"type": "string"
}
},
"description": "Fair value and Greeks. European Greeks are analytic BSM; American Greeks are finite-difference on the CRR tree. timeline.tauYears is the model life (window); calendarYearsToExpiry is purchase→expiry."
}
}
}
}
}
}
}Provenance
- Seen in the source catalog
- 2026-09-14 19:54Z
- Last indexed by Roundhouse
- 2026-09-24 09:20Z
- Last enriched (probe, favicon, geo)
- 2026-09-23 06:45Z
- x402 version
- 2
- Max timeout
- 300s
- Liveness probe
- HTTP 405
Hand this page to an agent
Copy the prompt and paste it into Claude, an MCP client or your own agent — it will vet this service and call it over the free read API. No key, no account.
GET api.roundhouseai.io/v0/endpoints
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 30 snapshots so far. Verified volume counts only settlements with an on-chain EIP-3009 marker.
Show the promptHide the prompt
Using Roundhouse, look up the x402 service BSM Price+Greeks and tell me whether it is worth paying: what a call costs, whether the endpoint answered when last probed, and what its payment record actually shows. curl -s 'https://api.roundhouseai.io/v0/endpoints?q=BSM%20Price%2BGreeks' curl -s 'https://api.roundhouseai.io/v0/merchants/<the payTo wallet returned above>' Then call it: read the price from the live 402 at https://derivatives-pricer-production.up.railway.app/v1/option/price, never from a cached figure, and pay with an x402 client. The /v0 API needs an API key (`authorization: Bearer rh_live_…`) on everything except /v0/unified* and /v0/endpoints. Mint a personal key for $0.01 at GET https://api.roundhouseai.io/v0/test/x402, or use an organization key from https://roundhouseai.io/dashboard/team. If you do not have Roundhouse tools or skills installed, read https://roundhouseai.io/skill.md first — it is the whole procedure.